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Trade: LTC/USDT/15/BBL/KCL/4215

Strategy
LTC/USDT/15/BBL/KCL/4215
Pair
LTC_USDT
Interval
15m
Score
471980
Daily Profit
0.172502
Profit Factor
2.836557
Profitability
65.116279
Streak
15.155380
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-27 16:28
Expiration Time
2025-12-08 17:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 84460.218 41025.8518 43434.3662 101038.0611 44388.0777 56649.9834
Total P&L (%) 84.4602 41.0259 43.4344 101.0381 44.3881 56.65
Avg Daily Profit (%) 0.3243 0.1575 0.1668 0.2685 0.1412 0.1725
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -40193 -40640 -6379 -54346 -55112 -8752
Profit Factor 1.7498 1.4649 2.78 1.6549 1.3596 2.8366
Total Trades 85 42 43 85 42 43
Winning Trades 54 26 28 54 26 28
Losing Trades 31 16 15 31 16 15
Profitability (%) 63.5294 61.9048 65.1163 63.5294 61.9048 65.1163
Ratio Avg Win / Avg Loss 1.0045 0.9015 1.4893 0.95 0.8367 1.5196
Largest Winning Trade 26283 26283 9766 35340 35340 11208
Largest Losing Trade -24665 -24665 -6379 -36409 -36409 -8752
Avg Bars in Trades 270 489 56 270 489 56
Avg Bars in Winners 191 333 58 191 333 58
Avg Bars in Losers 408 744 50 408 744 50
Bars Traded 22985 20574 2411 22985 20574 2411
Profit Streak 15.1554 23.322 15.1554 15.1554 23.322 15.1554
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461705 223501 389321 377939 -5995 471980
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736426700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758979724799,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 137,
            "offset": 0,
            "std": 1.22923
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            84460.2179803676,
            41025.85177592,
            43434.3662044475,
            101038.06112491,
            44388.0776975044,
            56649.9834274057
        ],
        [
            84.460218,
            41.025852,
            43.434366,
            101.038061,
            44.388078,
            56.649983
        ],
        [
            0.324323,
            0.157537,
            0.166786,
            0.268513,
            0.141154,
            0.172502
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -40193,
            -40640,
            -6379,
            -54346,
            -55112,
            -8752
        ],
        [
            1.74977,
            1.4649,
            2.779986,
            1.654854,
            1.359577,
            2.836557
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            63.529412,
            61.904762,
            65.116279,
            63.529412,
            61.904762,
            65.116279
        ],
        [
            1.004498,
            0.901477,
            1.489278,
            0.950009,
            0.836663,
            1.519584
        ],
        [
            26283,
            26283,
            9766,
            35340,
            35340,
            11208
        ],
        [
            -24665,
            -24665,
            -6379,
            -36409,
            -36409,
            -8752
        ],
        [
            270,
            489,
            56,
            270,
            489,
            56
        ],
        [
            191,
            333,
            58,
            191,
            333,
            58
        ],
        [
            408,
            744,
            50,
            408,
            744,
            50
        ],
        [
            22985,
            20574,
            2411,
            22985,
            20574,
            2411
        ],
        [
            15.15538,
            23.322046,
            15.15538,
            15.15538,
            23.322046,
            15.15538
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461705,
            223501,
            389321,
            377939,
            -5995,
            471980
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736227800000,
    "first_datapoint_time": 1736426700000,
    "last_datapoint_time": 1758726900000,
    "evaluation_time": 1758979724799,
    "expiration_time": 1765206900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 137,
            "offset": 0,
            "std": 1.22923
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 222,
            "offset": 0,
            "scalar": 1
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)